Ship Passenger Arrival Records and Land Border Entries

Most people in these parts have immigrant ancestry so the topic of port entry comes up fairly regularly.
Not everyone came in though Ellis Island or the main ports of call earlier in history. Ships captains were not obligated to keep, or hand over, a list of passengers till after 1820. A goodly number of people came in through Canada or South America. Not all immigrants flowed from north to south or east to west.
A good start off point is to check the introduction page at the National Archives (Washington DC). There's lots of general background information and resources.
http://www.archives.gov/research/immigration/
and
http://www.archives.gov/research/immigration/passenger-arrival.html#colonial
If your British ancestry came "By Way of Canada" you might be interested in this article by Marian L. Smith
http://www.archives.gov/publications/prologue/2000/fall/us-canada-immigration-records-1.html
and
http://www.theshipslist.com/Research/canadarecords.htm
Another useful listing of, and about, port entries can be found at http://www.genesearch.com/ports.html
Irish Ancestry - check here - http://www.genealogybranches.com/irishpassengerlists/
History of the INS - http://www.uscitizenship.info/ins-usimmigration-insoverview.html
A few years ago I had a lengthy talk with one of the ships experts in Edinburgh. His advice to anyone researching from the US was to exhaust all possibilities here (US) first before attempting to research in the UK.